+81.4%
PEP vs ON
+565.5%
-484.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +0.9% |
| 7D | +0.1% | -2.2% | +2.3% | +0.2% |
| 30D | +0.7% | -12.4% | +13.1% | +1.5% |
| 3M | -0.5% | -41.2% | +40.7% | +2.4% |
| 6M | -11.3% | +25.0% | -36.3% | -14.4% |
| YTD | -0.6% | +31.3% | -31.9% | -4.7% |
| 1Y | +1.7% | +45.4% | -43.8% | -3.7% |
| 3Y | -12.5% | -27.4% | +14.9% | -13.9% |
| 5Y | +3.9% | +58.5% | -54.6% | -9.5% |
| All | +81.4% | +565.5% | -484.2% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling